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mixedscheme.hpp
Langue: en
Version: 382322 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/mixedscheme.hpp -Mixed (explicit/implicit) scheme for finite difference methods.
SYNOPSIS
#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>
Classes
class MixedScheme< Operator >
Mixed (explicit/implicit) scheme for finite difference methods.
Detailed Description
Mixed (explicit/implicit) scheme for finite difference methods.
Author
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